Polynomial Surrogates for Open-Channel Flows in Random Steady State

Assessing epistemic uncertainties is considered as a milestone for improving numerical predictions of a dynamical system. In hydrodynamics, uncertainties in input parameters translate into uncertainties in simulated water levels through the shallow water equations. We investigate the ability of generalized polynomial chaos (gPC) surrogate to evaluate the probabilistic features of water level simulated by a 1-D hydraulic model (MASCARET) with the same accuracy as a classical Monte Carlo method but at a reduced computational cost. This study highlights that the water level probability density function and covariance matrix are better estimated with the polynomial surrogate model than with a Monte Carlo approach on the forward model given a limited budget of MASCARET evaluations. The gPC-surrogate performance is first assessed on an idealized channel with uniform geometry and then applied on the more realistic case of the Garonne River (France) for which a global sensitivity analysis using sparse least-angle regression was performed to reduce the size of the stochastic problem. For both cases, Galerkin projection approximation coupled to Gaussian quadrature that involves a limited number of forward model evaluations is compared with least-square regression for computing the coefficients when the surrogate is parameterized with respect to the local friction coefficient and the upstream discharge. The results showed that a gPC-surrogate with total polynomial degree equal to 6 requiring 49 forward model evaluations is sufficient to represent the water level distribution (in the sense of the ℓ2$\ell _2$ norm), the probability density function and the water level covariance matrix for further use in the framework of data assimilation. In locations where the flow dynamics is more complex due to bathymetry, a higher polynomial degree is needed to retrieve the water level distribution. The use of a surrogate is thus a promising strategy for uncertainty quantification studies in open-channel flows and should be extended to unsteady flows. It also paves the way toward cost-effective ensemble-based data assimilation for flood forecasting and water resource management.

[1]  Fabio Nobile,et al.  Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete L2 Projection on Polynomial Spaces , 2013, SIAM J. Sci. Comput..

[2]  Marcelo H. Kobayashi,et al.  Stochastic Solution for Uncertainty Propagation in Nonlinear Shallow-Water Equations , 2008 .

[3]  D. Xiu,et al.  Modeling uncertainty in flow simulations via generalized polynomial chaos , 2003 .

[4]  GAËL POËTTE,et al.  Iterative Polynomial Approximation Adapting to Arbitrary Probability Distribution , 2015, SIAM J. Numer. Anal..

[5]  Mélanie Catherine Rochoux Vers une meilleure prévision de la propagation d'incendies de forêt : évaluation de modèles et assimilation de données , 2014 .

[6]  Dongbin Xiu,et al.  On numerical properties of the ensemble Kalman filter for data assimilation , 2008 .

[7]  N. Wiener The Homogeneous Chaos , 1938 .

[8]  G. Evensen Sequential data assimilation with a nonlinear quasi‐geostrophic model using Monte Carlo methods to forecast error statistics , 1994 .

[9]  P. Bates,et al.  A simple inertial formulation of the shallow water equations for efficient two-dimensional flood inundation modelling. , 2010 .

[10]  Emmanuel J. Candès,et al.  Decoding by linear programming , 2005, IEEE Transactions on Information Theory.

[11]  Derek M. Causon,et al.  Numerical prediction of dam-break flows in general geometries with complex bed topography , 2004 .

[12]  Bruno Sudret,et al.  Global sensitivity analysis using polynomial chaos expansions , 2008, Reliab. Eng. Syst. Saf..

[13]  Emmanuel J. Candès,et al.  Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information , 2004, IEEE Transactions on Information Theory.

[14]  A. Belme,et al.  ROBUST UNCERTAINTY QUANTIFICATION USING PRECONDITIONED LEAST-SQUARES POLYNOMIAL APPROXIMATIONS WITH l1-REGULARIZATION , 2016 .

[15]  Silvia Bozzi,et al.  Roughness and Discharge Uncertainty in 1D Water Level Calculations , 2015, Environmental Modeling & Assessment.

[16]  Shuhuang Xiang,et al.  Asymptotics on Laguerre or Hermite polynomial expansions and their applications in Gauss quadrature , 2012 .

[17]  M. Berveiller,et al.  Eléments finis stochastiques : approches intrusive et non intrusive pour des analyses de fiabilité , 2005 .

[18]  R. Grandhi,et al.  Polynomial Chaos Expansion with Latin Hypercube Sampling for Estimating Response Variability , 2003 .

[19]  G. Blatman,et al.  Adaptive sparse polynomial chaos expansions for uncertainty propagation and sensitivity analysis , 2009 .

[20]  Bruno Sudret,et al.  Sparse polynomial chaos expansions based on an adaptive Least Angle Regression algorithm , 2009 .

[21]  Khachik Sargsyan,et al.  Enhancing ℓ1-minimization estimates of polynomial chaos expansions using basis selection , 2014, J. Comput. Phys..

[22]  Didier Lucor,et al.  Interactive comment on “Towards predictive data-driven simulations of wildfire spread – Part I: Reduced-cost Ensemble Kalman Filter based on a Polynomial Chaos surrogate model for parameter estimation” , 2014 .

[23]  Xiu Yang,et al.  Reweighted ℓ1ℓ1 minimization method for stochastic elliptic differential equations , 2013, J. Comput. Phys..

[24]  Hester Bijl,et al.  Uncertainty Quantification in Computational Fluid Dynamics , 2013, Lecture Notes in Computational Science and Engineering.

[25]  P. Bates,et al.  Evaluation of 1D and 2D numerical models for predicting river flood inundation , 2002 .

[26]  V. T. Chow Open-channel hydraulics , 1959 .

[27]  A. Resmini,et al.  Sparse grids‐based stochastic approximations with applications to aerodynamics sensitivity analysis , 2016 .

[28]  Rene A. Camacho,et al.  A Comparison of Bayesian Methods for Uncertainty Analysis in Hydraulic and Hydrodynamic Modeling , 2015 .

[29]  Michel Salaün,et al.  Construction of bootstrap confidence intervals on sensitivity indices computed by polynomial chaos expansion , 2014, Reliab. Eng. Syst. Saf..

[30]  M. Lemaire,et al.  Stochastic finite element: a non intrusive approach by regression , 2006 .

[31]  Song Zhang,et al.  Uncertainty analysis of estuarine hydrodynamic models: an evaluation of input data uncertainty in the weeks bay estuary, alabama , 2014 .

[32]  Fabio Nobile,et al.  Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points , 2015, J. Multivar. Anal..

[33]  David L Donoho,et al.  Compressed sensing , 2006, IEEE Transactions on Information Theory.

[34]  Azzeddine Soulaïmani,et al.  A POD-based reduced-order model for free surface shallow water flows over real bathymetries for Monte-Carlo-type applications , 2012 .

[35]  D. Xiu Numerical Methods for Stochastic Computations: A Spectral Method Approach , 2010 .

[36]  D. Xiu,et al.  STOCHASTIC COLLOCATION ALGORITHMS USING 𝓁 1 -MINIMIZATION , 2012 .

[37]  Dongbin Xiu,et al.  The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations , 2002, SIAM J. Sci. Comput..

[38]  Grant,et al.  BUREAU DE RECHERCHES GÉOLOGIQUES ET MINIÈRES , 2009 .

[39]  Menner A. Tatang,et al.  An efficient method for parametric uncertainty analysis of numerical geophysical models , 1997 .

[40]  Amélie Besnard,et al.  Comparaison de modèles 1D à casiers et 2D pour la modélisation hydraulique d’une plaine d’inondation – Cas de la Garonne entre Tonneins et La Réole , 2011 .

[41]  Mélanie C. Rochoux,et al.  Reduction of the uncertainties in the water level-discharge relation of a 1D hydraulic model in the context of operational flood forecasting , 2016 .

[42]  Soroosh Sorooshian,et al.  Dual state-parameter estimation of hydrological models using ensemble Kalman filter , 2005 .

[43]  Justin Winokur,et al.  Adaptive Sparse Grid Approaches to Polynomial Chaos Expansions for Uncertainty Quantification , 2015 .

[44]  R. Tibshirani Regression Shrinkage and Selection via the Lasso , 1996 .

[45]  R. Ghanem,et al.  Stochastic Finite Elements: A Spectral Approach , 1990 .

[46]  Omar M. Knio,et al.  Spectral Methods for Uncertainty Quantification , 2010 .

[47]  Dongbin Xiu,et al.  A generalized polynomial chaos based ensemble Kalman filter with high accuracy , 2009, J. Comput. Phys..

[48]  Houman Owhadi,et al.  A non-adapted sparse approximation of PDEs with stochastic inputs , 2010, J. Comput. Phys..

[49]  N. Gouta,et al.  A finite volume solver for 1D shallow‐water equations applied to an actual river , 2002 .

[50]  Bruno Sudret,et al.  Using sparse polynomial chaos expansions for the global sensitivity analysis of groundwater lifetime expectancy in a multi-layered hydrogeological model , 2015, Reliab. Eng. Syst. Saf..

[51]  Dongbin Xiu,et al.  High-Order Collocation Methods for Differential Equations with Random Inputs , 2005, SIAM J. Sci. Comput..